+1,395.4%
ASML vs SSNC
+172.0%
+1,223.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.8% | +5.8% | +5.4% |
| 7D | -9.0% | -3.3% | -5.7% | -7.3% |
| 30D | -21.0% | -1.3% | -19.7% | -20.9% |
| 3M | -16.3% | -2.3% | -14.0% | -16.2% |
| 6M | -7.5% | +12.6% | -20.2% | -16.8% |
| YTD | +34.0% | -10.1% | +44.1% | +37.0% |
| 1Y | +39.3% | -6.6% | +45.9% | +38.8% |
| 3Y | +128.9% | +54.0% | +74.9% | +60.5% |
| 5Y | +76.1% | +7.0% | +69.1% | +56.1% |
| All | +1,395.4% | +172.0% | +1,223.4% | +756.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SSNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling